{"id":"W3123892291","doi":"10.1111/jofi.12620","title":"Deviations from Covered Interest Rate Parity","year":2018,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":673,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Interest rate parity; Arbitrage; Interest rate; Economics; Covered interest arbitrage; Monetary economics; Asset (computer security); Balance sheet; Transaction cost; Financial economics; Quarter (Canadian coin); Econometrics; Finance; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001871898,0.0001964385,0.0005276617,0.0007464347,0.0002721442,0.00140253,0.000430994,0.0006917933,0.004079081],"category_scores_gemma":[0.02419255,0.0001476862,0.0002390442,0.0007865495,0.0009078744,0.001048959,0.0009093492,0.0009161164,0.0007236297],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003559786,"about_ca_system_score_gemma":0.0002923002,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005468323,"about_ca_topic_score_gemma":0.0001791057,"domain_scores_codex":[0.9984182,0.0003281829,0.0001760321,0.0003032222,0.0005001444,0.0002742519],"domain_scores_gemma":[0.9829667,0.006966798,0.005126103,0.002196353,0.002054999,0.0006890877],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00200814,0.000208189,0.8053285,0.0002085431,0.000248733,0.002769345,0.001074206,0.02129863,0.03993568,0.06944143,0.004032754,0.0534458],"study_design_scores_gemma":[0.0002028055,0.000733755,0.7852702,0.000112168,0.00008844821,0.006045402,0.001434628,0.06679263,0.02595579,0.1046477,0.008594622,0.0001218568],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9939502,0.00008949829,0.001733951,0.0001454776,0.00001973892,0.000006556361,0.0003228187,0.00004265278,0.003689083],"genre_scores_gemma":[0.9995667,0.00001327423,0.0001278683,0.00001746857,0.000006155717,0.000002989535,0.0001820758,0.000004281511,0.00007907418],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004079081,"threshold_uncertainty_score":0.01364589,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04451854336872789,"score_gpt":0.2479710556097831,"score_spread":0.2034525122410552,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}